This may be due to a prior failed connection attempt or another site having already connected.
Check it out if there is any other WP site that has an app there. Ie, if you already connected another site to the api using the setup wizard, the setup wizard wont let you connect another one. You will have to manually create an app and c/p the details to your site.
If you havent connected another website, then you may use the below steps to force refresh the connection of your site to Patreon: